Robust extended Kalman filtering
Copyright policy )Robust extended Kalman filtering
Summary: Linearization errors inherent in the specification of an extended Kalman filter (EKF) can severely degrade its performance. This correspondence presents a new approach to the robust design of a discrete-time EKF by application of the robust linear design methods based on the \(H_\infty\) norm minimization criterion. The results of simulations are presented to demonstrate an advantage for signal demodulation and nonlinear equalization applications.
- Commonwealth Scientific and Industrial Research Organisation Australia
- University of Adelaide Australia
\(H_\infty\) norm minimization, Design techniques (robust design, computer-aided design, etc.), robust design, extended Kalman filter, Modulation and demodulation in information and communication theory, Filtering in stochastic control theory
\(H_\infty\) norm minimization, Design techniques (robust design, computer-aided design, etc.), robust design, extended Kalman filter, Modulation and demodulation in information and communication theory, Filtering in stochastic control theory
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